AIA Options History — March 2024 In March 2024, AIA traded between $57.38 and $61.15. ATM implied volatility averaged 43.2%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 24.2% (HV 20d: 19.0%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-12 : Highest Volume — 20 contracts2024-03-13 : Largest IV drop — 62.3% change2024-03-12 : Highest IV Rank — 48.2%2024-03-01 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $59.89 $57.38 $61.15 $58.08 $60.84 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 43.2% 30.3% 80.3% 40.9% 34.8% Expected Move 9.2% 7.2% 11.7% 11.7% 10.0% HV 20d 19.0% 17.1% 21.3% 18.9% 17.1% HV 60d 20.7% 19.3% 21.7% 20.3% 19.3% IV Rank 21.0% 11.6% 48.2% 19.3% 14.9% IV Percentile 49.9% 18.7% 97.2% 50.0% 36.1% Term Structure -7.9% -26.3% 0.1% -26.3% -9.1% Skew 25d 3.5% 1.2% 12.4% 4.1% 3.6% Skew 10d 6.7% -19.0% 18.5% 16.9% 14.3% Call IV 25d 34.5% 25.9% 49.2% 49.2% 38.8% Put IV 25d 38.0% 32.0% 53.3% 53.3% 42.4% Bid-Ask Spread % 188.42 174.24 196.90 174.24 187.48 Gamma HHI 0.50 0.34 0.79 0.36 0.52 Net GEX -3.7K -8.3K -1.4K -1.5K -3.9K Net DEX -109.8K -139.3K -83.6K -93.5K -108.0K Net VEX -515 -683 -231 -590 -535 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.05 0 20 0 0 Total OI 84.45 73 93 73 92
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-03-01 $58.08 $58.00 40.9% 11.7% 18.9% 19.3% 0.0% 4.1% -26.3% -1.5K -93.5K -590 0.00 174.24 N/A N/A 0 0 31 42 2024-03-04 $58.39 $0.00 50.3% 7.2% 18.8% 26.2% 0.0% 3.4% 0.1% -2.7K -108.1K -498 0.00 189.40 N/A N/A 0 0 31 42 2024-03-05 $57.38 $0.00 52.3% 8.4% 20.0% 27.7% 0.0% 1.4% -0.6% -1.7K -83.6K -596 0.00 196.90 N/A N/A 0 0 31 42 2024-03-06 $58.90 $0.00 52.9% 8.4% 20.4% 28.2% 0.0% 3.9% -6.8% -1.5K -104.2K -543 0.00 192.94 N/A N/A 0 0 31 42 2024-03-07 $59.55 $0.00 54.6% 8.3% 20.7% 29.4% 0.0% 5.0% -6.5% -1.9K -114.3K -485 0.00 191.62 N/A N/A 0 0 31 42 2024-03-08 $59.60 $0.00 58.7% 8.5% 20.6% 32.4% 0.0% 1.2% -7.3% -1.4K -114.0K -502 0.00 185.64 N/A N/A 0 0 31 42 2024-03-11 $59.80 $0.00 77.6% 8.8% 20.5% 46.2% 0.0% 3.4% -7.6% -1.7K -123.0K -444 0.00 190.11 N/A N/A 0 0 31 42 2024-03-12 $61.06 $0.00 80.3% 8.7% 21.3% 48.2% 0.0% 4.5% -7.7% -1.8K -136.6K -397 0.00 184.71 N/A N/A 0 20 31 42 2024-03-13 $61.15 $0.00 30.3% 8.7% 18.0% 11.6% 0.0% 3.1% -7.8% -3.3K -115.0K -586 0.00 185.37 N/A N/A 0 0 31 62 2024-03-14 $60.30 $0.00 30.5% 8.7% 18.0% 11.7% 0.0% 1.5% -3.0% -5.5K -110.1K -543 0.00 187.58 N/A N/A 0 0 31 62 2024-03-15 $59.75 $0.00 32.1% 9.2% 18.5% 12.9% 0.0% 1.7% -8.1% -3.8K -99.1K -683 0.00 190.85 N/A N/A 0 0 31 62 2024-03-18 $59.84 $0.00 33.2% 9.5% 18.5% 13.7% 0.0% 1.6% -9.7% -4.0K -92.7K -625 0.00 189.87 N/A N/A 0 0 29 62 2024-03-19 $59.55 $0.00 32.4% 9.3% 18.4% 13.1% 0.0% 12.4% -6.7% -8.3K -118.6K -344 0.00 190.25 N/A N/A 1 0 29 62 2024-03-20 $60.39 $0.00 33.0% 9.5% 18.8% 13.6% 0.0% 3.9% -9.0% -7.8K -139.3K -231 0.00 187.87 N/A N/A 0 0 30 62 2024-03-21 $60.81 $0.00 32.5% 9.3% 18.3% 13.2% 0.0% 3.0% -8.4% -6.5K -115.6K -454 0.00 186.50 N/A N/A 0 0 30 62 2024-03-22 $60.45 $0.00 33.8% 9.7% 18.5% 14.1% 0.0% 2.5% -10.4% -6.5K -106.6K -509 0.00 189.09 N/A N/A 0 0 30 62 2024-03-25 $60.58 $0.00 34.3% 9.8% 18.4% 14.5% 0.0% 3.7% -8.0% -3.8K -102.7K -596 0.00 189.70 N/A N/A 0 0 30 62 2024-03-26 $60.70 $0.00 34.5% 9.9% 18.4% 14.7% 0.0% 3.1% -8.3% -3.3K -108.2K -541 0.00 188.52 N/A N/A 0 0 30 62 2024-03-27 $60.60 $0.00 34.5% 9.9% 17.1% 14.7% 0.0% 2.8% -7.3% -3.4K -102.9K -602 0.00 189.71 N/A N/A 0 0 30 62 2024-03-28 $60.84 $0.00 34.8% 10.0% 17.1% 14.9% 0.0% 3.6% -9.1% -3.9K -108.0K -535 0.00 187.48 N/A N/A 0 0 30 62
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